(1) Background: The application of high insulation to a building envelope helps reduce the heating load, but increases the cooling load. Evaluating the installation of high insulation glazing to buildings in climate zones with four distinct seasons, as in the case of South Korea, is very important; (2) Methods: This study compared the heating energy performance of four types of glazing, inside vacuum double glazing, outside vacuum double glazing, single vacuum glazing, and low-e double glazing, with fixed low-e coating positions on the inside of the room in a mock-up chamber under the same conditions. The annual energy consumption according to the building type was analyzed using a simulation; (3) Results: As the insulation performance of building envelopes has increased, the energy saving rate of inside vacuum double glazing has been increased further in office buildings. In residential buildings, the energy saving rate of inside vacuum double glazing with a low SHGC (solar heat gain coefficient) has become higher than that of outside vacuum double glazing; (4) Conclusions: Since the effects of SHGC on the energy saving rates are greater in high insulation buildings, SHGC should be considered carefully when selecting glazing in climate zones with distinct winter and summer seasons.